Pages that link to "Item:Q5957679"
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The following pages link to Risk-minimizing hedging strategies for insurance payment processes (Q5957679):
Displayed 32 items.
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
- Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
- Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
- A continuous-time model for reinvestment risk in bond markets (Q3404102) (← links)
- Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829) (← links)
- A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities (Q3634594) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)